Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.64% | 0.43 CHF | 0.44 CHF | 98'077 | 50'000 | 97'565 | 50'000 | 42'737 CHF | 22'493 CHF | 99.70% | 99.70% |
12.07.2024 | 2.95% | 0.44 CHF | 0.45 CHF | 98'125 | 50'000 | 98'050 | 50'000 | 42'896 CHF | 22'542 CHF | 99.01% | 99.01% |
11.07.2024 | 2.56% | 0.45 CHF | 0.46 CHF | 96'882 | 50'000 | 99'461 | 50'000 | 42'624 CHF | 21'991 CHF | 99.08% | 99.08% |
10.07.2024 | 3.02% | 0.43 CHF | 0.44 CHF | 100'856 | 50'000 | 102'744 | 50'000 | 42'240 CHF | 21'188 CHF | 100.00% | 100.00% |
09.07.2024 | 3.00% | 0.40 CHF | 0.42 CHF | 104'156 | 50'000 | 100'779 | 50'000 | 43'045 CHF | 22'011 CHF | 100.00% | 100.00% |
08.07.2024 | 3.04% | 0.40 CHF | 0.41 CHF | 104'655 | 50'000 | 104'562 | 50'000 | 42'427 CHF | 20'913 CHF | 100.00% | 100.00% |
05.07.2024 | 3.10% | 0.41 CHF | 0.42 CHF | 105'368 | 50'000 | 106'117 | 50'000 | 42'658 CHF | 20'734 CHF | 98.86% | 98.86% |
04.07.2024 | 2.83% | 0.39 CHF | 0.40 CHF | 107'656 | 50'000 | 110'340 | 50'000 | 42'441 CHF | 19'786 CHF | 100.00% | 100.00% |
03.07.2024 | 3.48% | 0.34 CHF | 0.35 CHF | 119'223 | 50'000 | 119'283 | 50'000 | 40'439 CHF | 17'552 CHF | 92.27% | 92.27% |
02.07.2024 | 3.43% | 0.32 CHF | 0.33 CHF | 129'424 | 50'000 | 129'935 | 50'000 | 40'593 CHF | 16'167 CHF | 99.90% | 99.90% |